+695.9%
PH vs P
+652.0%
+43.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +4.3% | +11.6% | -7.3% | +1.7% |
| 30D | +0.1% | -23.7% | +23.8% | +5.7% |
| 3M | -9.4% | -8.0% | -1.4% | -9.3% |
| 6M | +8.8% | +27.9% | -19.2% | -1.3% |
| YTD | +9.6% | +61.2% | -51.5% | -7.6% |
| 1Y | +14.4% | +28.6% | -14.2% | +0.2% |
| 3Y | +134.5% | +200.5% | -65.9% | +49.8% |
| 5Y | +204.4% | +282.9% | -78.5% | +73.8% |
| All | +695.9% | +652.0% | +43.8% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling